共 23 条
- [1] Ansley R., Kohn C., A Geometrical Derivation of the Fixed Interval Smoothing Algorithm, Biometrika, 69, pp. 486-487, (1982)
- [2] Blume M., Betas and Their Regression Tendencies, Journal of Finance, 30, pp. 785-795, (1975)
- [3] Blume M., Betas and Their Regression Tendencies: Some Further Evidence, Journal of Finance, 34, pp. 265-267, (1979)
- [4] Brown P., Kleidon A., Marsh T., New Evidence on the Nature of Size-Related Anomalies in Stock Prices, Journal of Financial Economics, 12, pp. 33-56, (1983)
- [5] Bos T., Newbold P., An Empirical Investigation of the Possibility of Stochastic Risk in the Market Model, Journal of Business, 57, pp. 35-41, (1984)
- [6] Bos T., Newbold P., Stochastic Parameter Regression Models, (1985)
- [7] Chan L., Lakonishok J., Robust Measurement of Beta Risk, Journal of Financial and Quantitative Analysis, 27, pp. 265-282, (1992)
- [8] Clarkson P., Guedes J., Thompson R., On the Diversification, Observability, and Measurement of Estimation Risk, Journal of Financial and Quantitative Analysis, 31, pp. 69-84, (1996)
- [9] Clarkson P., Satterly A., Australian Evidence on the Pricing of Estimation Risk, Pacific-Basin Finance Journal, 5, pp. 281-299, (1997)
- [10] Clarkson P., Thompson R., Empirical Estimates of Beta When Investors Face Estimation Risk, Journal of Finance, 45, pp. 431-453, (1990)